Trading Metrics calculated at close of trading on 19-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,013.0 |
3,972.0 |
-41.0 |
-1.0% |
4,027.0 |
High |
4,034.0 |
3,983.0 |
-51.0 |
-1.3% |
4,036.0 |
Low |
3,978.0 |
3,882.0 |
-96.0 |
-2.4% |
3,844.0 |
Close |
4,005.0 |
3,930.0 |
-75.0 |
-1.9% |
4,006.0 |
Range |
56.0 |
101.0 |
45.0 |
80.4% |
192.0 |
ATR |
59.5 |
64.0 |
4.5 |
7.6% |
0.0 |
Volume |
722,303 |
1,308,832 |
586,529 |
81.2% |
4,688,763 |
|
Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,234.7 |
4,183.3 |
3,985.6 |
|
R3 |
4,133.7 |
4,082.3 |
3,957.8 |
|
R2 |
4,032.7 |
4,032.7 |
3,948.5 |
|
R1 |
3,981.3 |
3,981.3 |
3,939.3 |
3,956.5 |
PP |
3,931.7 |
3,931.7 |
3,931.7 |
3,919.3 |
S1 |
3,880.3 |
3,880.3 |
3,920.7 |
3,855.5 |
S2 |
3,830.7 |
3,830.7 |
3,911.5 |
|
S3 |
3,729.7 |
3,779.3 |
3,902.2 |
|
S4 |
3,628.7 |
3,678.3 |
3,874.5 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,538.0 |
4,464.0 |
4,111.6 |
|
R3 |
4,346.0 |
4,272.0 |
4,058.8 |
|
R2 |
4,154.0 |
4,154.0 |
4,041.2 |
|
R1 |
4,080.0 |
4,080.0 |
4,023.6 |
4,021.0 |
PP |
3,962.0 |
3,962.0 |
3,962.0 |
3,932.5 |
S1 |
3,888.0 |
3,888.0 |
3,988.4 |
3,829.0 |
S2 |
3,770.0 |
3,770.0 |
3,970.8 |
|
S3 |
3,578.0 |
3,696.0 |
3,953.2 |
|
S4 |
3,386.0 |
3,504.0 |
3,900.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,034.0 |
3,844.0 |
190.0 |
4.8% |
79.0 |
2.0% |
45% |
False |
False |
903,778 |
10 |
4,036.0 |
3,844.0 |
192.0 |
4.9% |
67.6 |
1.7% |
45% |
False |
False |
897,873 |
20 |
4,036.0 |
3,844.0 |
192.0 |
4.9% |
57.0 |
1.4% |
45% |
False |
False |
819,750 |
40 |
4,036.0 |
3,727.0 |
309.0 |
7.9% |
48.7 |
1.2% |
66% |
False |
False |
765,995 |
60 |
4,036.0 |
3,559.0 |
477.0 |
12.1% |
49.2 |
1.3% |
78% |
False |
False |
633,478 |
80 |
4,036.0 |
3,360.0 |
676.0 |
17.2% |
49.5 |
1.3% |
84% |
False |
False |
477,390 |
100 |
4,036.0 |
3,360.0 |
676.0 |
17.2% |
46.3 |
1.2% |
84% |
False |
False |
382,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,412.3 |
2.618 |
4,247.4 |
1.618 |
4,146.4 |
1.000 |
4,084.0 |
0.618 |
4,045.4 |
HIGH |
3,983.0 |
0.618 |
3,944.4 |
0.500 |
3,932.5 |
0.382 |
3,920.6 |
LOW |
3,882.0 |
0.618 |
3,819.6 |
1.000 |
3,781.0 |
1.618 |
3,718.6 |
2.618 |
3,617.6 |
4.250 |
3,452.8 |
|
|
Fisher Pivots for day following 19-May-2021 |
Pivot |
1 day |
3 day |
R1 |
3,932.5 |
3,958.0 |
PP |
3,931.7 |
3,948.7 |
S1 |
3,930.8 |
3,939.3 |
|